Geert Bekaert : Citation Profile


Are you Geert Bekaert?

Columbia University (90% share)
National Bureau of Economic Research (NBER) (10% share)

47

H index

60

i10 index

10032

Citations

RESEARCH PRODUCTION:

63

Articles

97

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   27 years (1991 - 2018). See details.
   Cites by year: 371
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 746.    Total self citations: 110 (1.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe52
   Updated: 2018-09-22    RAS profile: 2018-06-07    
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Relations with other researchers


Works with:

Hoerova, Marie (6)

Harvey, Campbell (6)

Inghelbrecht, Koen (5)

Siegel, Stephan (5)

Moreno, Antonio (3)

Lundblad, Christian (3)

Mehl, Arnaud (3)

Fratzscher, Marcel (2)

Ehrmann, Michael (2)

Lo Duca, Marco (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert.

Is cited by:

Guidolin, Massimo (80)

Guesmi, Khaled (72)

Ang, Andrew (69)

Warnock, Francis (68)

Fratzscher, Marcel (66)

Schmukler, Sergio (65)

Sarno, Lucio (62)

Stulz, René (59)

GUESMI, Khaled (56)

Nguyen, Duc Khuong (53)

Prasad, Eswar (45)

Cites to:

Harvey, Campbell (112)

Campbell, John (84)

Hodrick, Robert (54)

Levine, Ross (42)

Ang, Andrew (34)

Bollerslev, Tim (34)

Shiller, Robert (30)

Lundblad, Christian (29)

Reinhart, Carmen (28)

Hansen, Lars (27)

Shleifer, Andrei (27)

Main data


Where Geert Bekaert has published?


Journals with more than one article published# docs
Journal of Finance9
Journal of Financial Economics8
Review of Financial Studies6
Journal of Monetary Economics6
Journal of International Money and Finance4
Journal of Empirical Finance3
Journal of Business & Economic Statistics2
Journal of International Economics2
Journal of Econometrics2
Proceedings2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
Textos para discusso / Department of Economics PUC-Rio (Brazil)2
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2
2011 Meeting Papers / Society for Economic Dynamics2

Recent works citing Geert Bekaert (2018 and 2017)


YearTitle of citing document
2017Dynamics of Variance Risk Premia, Investors Sentiment and Return Predictability. (2017). Violante, Francesco ; Stentoft, Lars. In: CREATES Research Papers. RePEc:aah:create:2017-10.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Contagion between Islamic and Conventional Banks in Malaysia: Empirical Investigation using a DCC-GARCH Model العدوى بين البنوك الإسلامية والتقليدية في ماليزي. (2018). ben Latifa, Monia ; Khoufi, Walid . In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:31:y:2018:i:1:p:167-178.

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2017Working Paper 291 - Regional Financial Integration and Economic Activity in Africa. (2017). Chuku, Chuku ; Akpan, Ekpo. In: Working Paper Series. RePEc:adb:adbwps:2403.

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2017Misallocation and the Distribution of Global Volatility. (2017). Eden, Maya. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:592-622.

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2017The Role of Property Rights in the Relationship between Openness to International Capital Flows and Economic Growth in Sub-Saharan Africa Countries: An Estimate from Non-Stationary Panel Data. (2017). Coulibaly, Sionfou Seydou ; Gakpa, Lewis Landry. In: Research Papers. RePEc:aer:rpaper:rp_320.

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2017Linkages between financial development, financial instability, financial liberalisation and economic growth in Africa. (2017). Batuo, Michael ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/030.

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2017What drives the regional integration of agribusiness stocks? Evidence in worldwide perspective. (2017). Valdes, Rodrigo . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258265.

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2017SYSTEMATIC RISK FACTORS AND STOCK RETURN VOLATILITY. (2017). Ali, Syed Kamran ; Ahmed, Ishtiaq ; Hashmi, Shujahat Haider. In: APSTRACT: Applied Studies in Agribusiness and Commerce. RePEc:ags:apstra:265587.

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2017Export Decision under Risk. (2017). Gaigne, Carl ; Disdier, Anne-Celia ; de Sousa, Jose . In: Working Papers. RePEc:ags:inrasl:265728.

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2017Financial Development, Growth, and Crisis: Is There a Trade-Off?. (2017). Ouazad, Amine ; Loayza, Norman ; Ranciere, Romain. In: Working Papers. RePEc:apc:wpaper:2017-114.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017Volatility Forecasts Using Nonlinear Leverage Effects. (2017). Nakatsuma, Teruo ; McAlinn, Kenichiro ; Ushio, Asahi . In: Papers. RePEc:arx:papers:1605.06482.

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2017Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios. (2017). Chatsanga, Nonthachote ; Parkes, Andrew J. In: Papers. RePEc:arx:papers:1704.01174.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

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2017Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.07977.

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2018Risk Sensitive Portfolio Optimization with Regime-Switching. (2018). Bo, Lijun ; Yu, Xiang ; Liao, Huafu. In: Papers. RePEc:arx:papers:1712.05676.

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2017Foreign Portfolio Investment and Economy: The Network Perspective. (2017). Hakeem, Muhammad Mohsin ; Suzuki, Ken-Ichi. In: Papers. RePEc:arx:papers:1712.10274.

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2018Implications of macroeconomic volatility in the Euro area. (2018). Zens, Gregor ; Pfarrhofer, Michael ; Stelzer, Anna ; Bock, Maximilian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1801.02925.

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2018A Term Structure Model for Dividends and Interest Rates. (2018). Filipovi, Damir ; Willems, Sander. In: Papers. RePEc:arx:papers:1803.02249.

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2018Classes of elementary function solutions to the CEV model. I. (2018). Melas, Evangelos. In: Papers. RePEc:arx:papers:1804.07384.

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2018Quantitative approach to multifractality induced by correlations and broad distribution of data. (2018). Rak, Rafal ; Grech, Dariusz . In: Papers. RePEc:arx:papers:1805.11909.

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2018A factor-model approach for correlation scenarios and correlation stress-testing. (2018). Packham, Natalie ; Woebbeking, Fabian. In: Papers. RePEc:arx:papers:1807.11381.

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2017The Discount to NAV of distressed German open-ended real estate funds. (2017). Schnejdar, Sebastian ; Sebastian, Steffen ; Woltering, Rene-Ojas ; Heinrich, Michael . In: ERES. RePEc:arz:wpaper:eres2017_160.

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2017Nonlinear Analysis of Economic Growth, Public Debt and Policy Tools. (2017). Cai, Yifei. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:99-108.

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2018Has Financial Liberalisation Promoted Economic Growth in Nigeria? Evidence from Auto-Regressive Distributed Lag (ARDL) Approach. (2018). Akpansung, Aniekan Okon ; Waziri, Shall Erinus. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:172-188.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2017Volatility as an Alternative asset Class: Does It Improve Portfolio Performance?. (2017). Guidolin, Massimo ; Caloiero, Elvira. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1763.

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2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403.

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2017Cross-Border Bank Flows and Monetary Policy: Implications for Canada. (2017). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo ; Paligorova, Teodora. In: Staff Working Papers. RePEc:bca:bocawp:17-34.

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2017Which Model to Forecast the Target Rate?. (2017). van Oordt, Maarten . In: Staff Working Papers. RePEc:bca:bocawp:17-60.

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2018Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement. (2018). Goldman, Elena ; Shen, Xiangjin . In: Staff Working Papers. RePEc:bca:bocawp:18-21.

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2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

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2017Empirical Findings on Inflation Expectations in Brazil: a survey. (2017). Gaglianone, Wagner. In: Working Papers Series. RePEc:bcb:wpaper:464.

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2017International financial flows and the risk-taking channel. (2017). Natoli, Filippo ; Cova, Pietro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1152_17.

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2018Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18.

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2017Volatility Spillovers and Systemic Risk Across Economies: Evidence from a Global Semi-Structural Model. (2017). Gómez-Pineda, Javier ; Gomez-Pineda, Javier G. In: Borradores de Economia. RePEc:bdr:borrec:1011.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Hurtado-Guarin, Jorge Luis ; Gamba-Santamaria, Santiago . In: Borradores de Economia. RePEc:bdr:borrec:983.

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2017Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77.

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2017Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:1-35.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:62:y:2018:i:216:p:35-62.

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2018ECONOMETRIC TESTING OF UNCOVERED INTEREST RATE PARITY IN SERBIA. (2018). Mladenovi, Zorica ; Rakovi, Jelena. In: Economic Annals. RePEc:beo:journl:v:63:y:2018:i:216:p:35-62.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Macroeconomic surveillance of portfolio flows and its real effects: Malaysias experience. (2017). Hwa, Tng Boon ; Huey, Teh Tian ; Raghavan, Mala. In: IFC Bulletins chapters. RePEc:bis:bisifc:43-25.

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2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

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2017Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:628.

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2018Inflation and professional forecast dynamics: an evaluation of stickiness, persistence, and volatility. (2018). Nason, James ; Mertens, Elmar. In: BIS Working Papers. RePEc:bis:biswps:713.

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2017Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:3-46.

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2017Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

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2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336.

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2017Host countries’ growth opportunities and Chinas outward FDI. (2017). Shen, Jun ; Li, LI. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:31:y:2017:i:2:p:78-95.

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2017Diversification into Emerging Markets – An Australian and the US Perspective Using a Time-varying Approach. (2017). Gupta, Rakesh ; Jithendranathan, Thadavillil ; Yang, Junhao . In: Australian Economic Papers. RePEc:bla:ausecp:v:56:y:2017:i:2:p:134-162.

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2017DIMENSIONS OF MACROECONOMIC UNCERTAINTY: A COMMON FACTOR ANALYSIS. (2017). Henzel, Steffen ; Rengel, Malte. In: Economic Inquiry. RePEc:bla:ecinqu:v:55:y:2017:i:2:p:843-877.

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2017Revisiting the Forward Premium Anomaly Using Consumption Habits: A New Keynesian Model. (2017). de Paoli, Bianca ; Sondergaard, Jens . In: Economica. RePEc:bla:econom:v:84:y:2017:i:335:p:516-540.

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2017The open economy trilemma in Latin America: A three-decade analysis. (2017). de Mendonça, Helder ; da Silva, Igor ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:135-154.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017Estimating standard errors in spatial panel models with time varying spatial correlation. (2017). Davenport, Frank. In: Papers in Regional Science. RePEc:bla:presci:v:96:y:2017:i::p:s155-s177.

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2017Assessing the readiness of the BRICS grouping for mutually beneficial financial integration. (2017). Bonga-Bonga, Lumengo. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:e204-e219.

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2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

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2017Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947.

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2017Skew and heavy-tail effects on firm performance. (2017). Makino, Shige ; Chan, Christine M. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:8:p:1721-1740.

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2018Stochastic volatility and leverage effect in energy markets: evidence from high frequency data with VaR and CVaR risk analysis. (2018). Zerilli, Paola ; Chen, Liyuan ; Baum, Christopher. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:952.

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2017Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist . In: Bank of England working papers. RePEc:boe:boeewp:0660.

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2018The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:002.

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2018The real value of China’s stock market. (2018). Carpenter, Jennifer N ; Whitelaw, Robert F ; Lu, Fangzhou . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002.

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2018Is Chinese monetary policy forward-looking?. (2018). Zhang, Chengsi ; Dang, Chao. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_006.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2017Real effects of bank capital regulations : Global evidence. (2017). HASAN, IFTEKHAR ; Deli, Yota. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_023.

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2017The effectiveness of unconventional monetary policy on risk aversion and uncertainty. (2017). Rompolis, Leonidas. In: Working Papers. RePEc:bog:wpaper:231.

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2018Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07.

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2017Equity Market Globalization and Portfolio Rebalancing. (2017). Kim, Kyungkeun ; Lee, Dongwon. In: Working Papers. RePEc:bok:wpaper:1717.

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2018Uncertainty Shocks and Asymmetric Dynamics in Korea: A Nonlinear Approach. (2018). Kim, Jaebeom ; Larcher, Kevin. In: Working Papers. RePEc:bok:wpaper:1812.

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2017Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7.

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2017On the estimation of regime-switching Lévy models. (2017). Goutte, Stéphane ; Chevallier, Julien ; Stephane, Goutte ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:3-29:n:4.

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2017A model of the euro-area yield curve with discrete policy rates. (2017). Renne, Jean-Paul ; Jean-Paul, Renne . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:99-116:n:1.

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2017Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price. (2017). Piotr, Kokoszka ; Ben, Zheng ; Hong, Miao . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:33-53:n:5.

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2017Networks of Volatility Spillovers among Stock Markets. (2017). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476.

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2017Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560.

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2017Structural Reforms, Growth and Inequality: An Overview of Theory, Measurement and Evidence. (2017). Campos, Nauro ; Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6812.

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2018Finance, Talent Allocation, and Growth. (2018). D'Acunto, Francesco ; Frsard, Laurent. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6883.

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2018The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Nockel, Matthias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6982.

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2018Systemic Crisis and Growth Revisited: Has the Global Financial Crisis Marked a New Era?. (2018). Westermann, Frank ; Steinkamp, Sven. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7094.

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2018Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area. (2018). Neuenkirch, Matthias ; Wischnewsky, Arina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7118.

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2018The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Nedeljkovic, Milan ; Saborowski, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127.

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2017Five Essays on International Trade, Factor Flows and the Gains from Globalization. (2017). Heiland, Inga. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:74.

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2017Makroökonomische Unsicherheit in Deutschland. (2017). Stöckli, Marc ; Grimme, Christian ; Stockli, Marc. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:70:y:2017:i:06:p:41-50.

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2017Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises. (2017). Thwaites, Gregory ; Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:1708.

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2018Medida de aversión al Riesgo Mediante Volatilidades Implícitas Realizadas. (2018). Sagner, Andres ; Fernandois, Antonio ; alvarez, Nicolas . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:818.

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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

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2017Transmission of Uncertainty Shocks: Learning from Heterogeneous Responses on a Panel of EU Countries. (2017). Vašíček, Bořek ; Claeys, Peter ; Vasicek, Borek. In: Working Papers. RePEc:cnb:wpaper:2017/13.

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2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015470.

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2017The role of inflation-linked bonds. (2017). Westerhout, ED ; Ciocyte, Ona . In: CPB Discussion Paper. RePEc:cpb:discus:344.

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2017Regime-dependent Assessment of Risk Concerning the International Aviation Inclusion Into the EU ETS. (2017). Wlodarczyk, Aneta. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:129-145.

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2017The World We Live In: Local or Global?. (2017). Koedijk, Kees ; van Toor, Joris ; Horst, Jenke Ter ; Mahieu, Ronald J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11831.

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2017Democracy and Credit �Democracy Doesn`t Come Cheap� But At Least Credit to Its Corporations Will Be. (2017). Ongena, Steven ; HASAN, IFTEKHAR ; Delis, Manthos. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11840.

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2017Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Kearns, Jonathan ; Ferrari, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11918.

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2017Deflating Inflation Expectations: The Implications of Inflations Simple Dynamics. (2017). Schoenholtz, Kermit ; Cecchetti, Stephen ; Kashyap, Anil K ; Hooper, Peter ; Feroli, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11925.

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More than 100 citations found, this list is not complete...

Geert Bekaert is editor of


Journal
Journal of Empirical Finance

Geert Bekaert has edited the books:


YearTitleTypeCited

Works by Geert Bekaert:


YearTitleTypeCited
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
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article6
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]
article28
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]
article405
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 405
paper
2010Inflation risk and the inflation risk premium In: Economic Policy.
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article50
1992 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance.
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article239
1991Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 239
paper
1995 Time-Varying World Market Integration. In: Journal of Finance.
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article684
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 684
paper
1996 Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance.
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article121
1995Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 121
paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
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article714
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 714
paper
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
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This paper has another version. Agregated cites: 714
paper
2001Expectations Hypotheses Tests In: Journal of Finance.
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article144
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 144
paper
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
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article112
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 112
paper
2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
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article198
2004The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers.
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paper
2004The term structure of real rates and expected inflation.(2004) In: Proceedings.
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This paper has another version. Agregated cites: 198
article
2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 198
paper
2009International Stock Return Comovements In: Journal of Finance.
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article178
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 178
paper
2008International stock return comovements.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 178
paper
2005International Stock Return Comovements.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 178
paper
2005International Stock Return Comovements.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 178
paper
2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
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article68
2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 68
paper
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
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article85
2003Equity market liberalization in emerging markets.(2003) In: Review.
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This paper has another version. Agregated cites: 85
article
2001Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper0
2017Economic and Financial Integration in Europe In: ifo DICE Report.
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article0
2004Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers.
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paper52
2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 52
paper
2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 52
article
2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 52
paper
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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paper247
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 247
paper
2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 247
article
2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
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paper78
2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 78
article
2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 78
paper
2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 78
paper
2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper162
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 162
paper
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 162
paper
2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 162
paper
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 162
article
2010What Segments Equity Markets? In: CEPR Discussion Papers.
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paper49
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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This paper has another version. Agregated cites: 49
paper
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 49
paper
2011What Segments Equity Markets?.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 49
article
2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
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paper44
2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
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This paper has another version. Agregated cites: 44
article
2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 44
paper
2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
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paper25
2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 25
paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
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paper309
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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This paper has another version. Agregated cites: 309
article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 309
paper
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 309
article
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 309
paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 309
paper
2011Global crises and equity market contagion In: CEPR Discussion Papers.
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paper115
2011Global crises and equity market contagion.(2011) In: Working Paper Series.
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This paper has another version. Agregated cites: 115
paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115
paper
2014Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College.
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paper2
2018International Financial Management In: Cambridge Books.
[Citation analysis]
book0
1991Caloric Consumption in Industrializing Belgium In: The Journal of Economic History.
[Full Text][Citation analysis]
article3
2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
[Full Text][Citation analysis]
paper11
2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
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paper91
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91
article
2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 91
paper
2016Political risk and international valuation In: Journal of Corporate Finance.
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article3
2001Emerging equity markets and economic development In: Journal of Development Economics.
[Full Text][Citation analysis]
article183
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 183
paper
2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
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article72
2015Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics.
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article9
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
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article117
2003Emerging markets finance In: Journal of Empirical Finance.
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article235
2001Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance.
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article2
1994Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics.
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article34
1998Target zones and exchange rates:: An empirical investigation In: Journal of International Economics.
[Full Text][Citation analysis]
article68
1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
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This paper has another version. Agregated cites: 68
paper
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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article41
2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 41
paper
2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
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article1
1997Emerging equity market volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]
article565
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 565
paper
1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
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article169
1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
This paper has another version. Agregated cites: 169
paper
1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 169
paper
2002Dating the integration of world equity markets In: Journal of Financial Economics.
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article200
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 200
paper
2005Why stocks may disappoint In: Journal of Financial Economics.
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article78
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 78
paper
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
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article715
2004Does Financial Liberalization Spur Growth?.(2004) In: Working Paper Research.
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This paper has another version. Agregated cites: 715
paper
2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 715
paper
1993On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article123
1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123
paper
2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
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article149
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149
paper
2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
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article205
2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 205
paper
2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
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article86
2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
paper
1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
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article76
1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 76
paper
1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
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article126
1997Peso problem explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 126
paper
1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 126
paper
2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
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article347
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 347
paper
2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 347
paper
2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
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article38
2009Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings.
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This paper has another version. Agregated cites: 38
article
2009Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2015Macroeconomic regimes In: Journal of Monetary Economics.
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article20
2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20
paper
2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 20
paper
2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 20
paper
2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 20
paper
2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 20
paper
2011Financial Openness and Productivity In: World Development.
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article61
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
2014Flights to Safety In: Finance and Economics Discussion Series.
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paper24
2012Flights to Safety.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 24
paper
2013Flights to Safety.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 24
paper
2015Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series.
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paper1
2017Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 1
article
2017Macro Risks and the Term Structure of Interest Rates In: Finance and Economics Discussion Series.
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paper2
2016Macro Risks and the Term Structure of Interest Rates.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2007The determinants of stock and bond return comovements In: Working Paper Research.
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paper53
2009The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 53
paper
2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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chapter74
1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74
paper
2003How do Regimes Affect Asset Allocation? In: NBER Working Papers.
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paper15
2012On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers.
[Full Text][Citation analysis]
paper2
2014Political Risk Spreads In: NBER Working Papers.
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paper23
2014Political risk spreads.(2014) In: Journal of International Business Studies.
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This paper has another version. Agregated cites: 23
article
2015Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2017On the Global Financial Market Integration “Swoosh” and the Trilemma In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1994The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers.
[Full Text][Citation analysis]
paper80
1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 80
article
1997Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper443
2000Asymmetric Volatility and Risk in Equity Markets..(2000) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 443
article
1999Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers.
[Full Text][Citation analysis]
paper33
2004Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33
article
1999International Asset Allocation with Time-Varying Correlations In: NBER Working Papers.
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paper53
1999Stock and Bond Pricing in an Affine Economy In: NBER Working Papers.
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paper20
2001Stock Return Predictability: Is it There? In: NBER Working Papers.
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paper165
2003Market Integration and Contagion In: NBER Working Papers.
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paper392
2005Market Integration and Contagion.(2005) In: The Journal of Business.
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2002International Asset Allocation With Regime Shifts In: Review of Financial Studies.
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1995Market Integration and Investment Barriers in Emerging Equity Markets. In: World Bank Economic Review.
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article176
1995The contribution of speculators to effective financial markets. In: Textos para discussão.
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1995The role of capital markets in economic growth In: Textos para discussão.
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paper0

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